Work

The predictive power of oil price shocks on realized volatility of oil: A note

Year: 2020

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2020.101856

Authors: Riza Demirer, Rangan Gupta, Christian Pierdzioch, Syed Jawad Hussain Shahzad

Institutions: Southern Illinois University Edwardsville, University of Pretoria, Helmut Schmidt University, South Ural State University, MBS School of Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3032865617

FWCI: 7.739

Cites: 48

Cited by: 52

Related to: 10